Disabling Indirect Light in the Cycles Render
Setting diffuse bounces to 0 is the correct way to achieve what you want. Setting glossy and transmission bounces to 0 as well is unnecessary, it just produces black metal and glass, and the like.

The reason the resulting render doesn't look like the Cornell Box example is because the lighting is different. There are multiple light sources, some of them very large in area. (the windows, in particular) This create diffuse soft shadows and light from many different directions. There are very few places in the scene that do not directly face at least 1 light, so disabling indirect lighting still gives fairly smooth and realistic-ish lighting. In the box example, there is only one light, so any area occluded from it is in solid shadow.